Circularly-Coupled Markov Chain Sampling

2017/11/13 by Radford M. Neal, Neal, Radford M.
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference

paper · pdf · doi:10.48550/arxiv.1711.04399

openalex publication_date 2017/11/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

I show how to run an N-time-step Markov chain simulation in a circular fashion, so that the state at time 0 follows the state at time N-1 in the same way as states at times t follow those at times t-1 for 0

Citations

• Monte Carlo sampling methods using Markov chains and their applications
• Inference from Iterative Simulation Using Multiple Sequences

Cited by

• Unbiased Markov chain Monte Carlo with couplings

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